Title :
A note on the statistical estimation of a hyperplane
Author :
Baender, Ralph G. ; Smith, Fred W.
Author_Institution :
Sylvania Electronic Systems-West, Mountain View, CA, USA
fDate :
10/1/1968 12:00:00 AM
Abstract :
Several authors have discussed the problem of statistically estimating the pulse transfer function of a linear system, or what is equivalent, estimating the vector normal to a hyperplane. Certain authors have raised objections to the least-squares estimator commonly proposed for this problem. This correspondence points out that these objections pertain not so much to the least-squares method per se as they do to an unfortunate choice of normalization.
Keywords :
Least-squares estimation; Linear systems; Additive noise; Covariance matrix; Difference equations; Eigenvalues and eigenfunctions; Gaussian noise; Linear systems; Noise measurement; Random variables; Transfer functions; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1098979
